Let θ be a center of symmetry of a symmetric distribution function F. Consider the following
(a) An L-estimator based on a score function J(.).
(b) An M-estimator based on a score function ψ(.).
(c) A R-estimator based on a score function ϕ(.).
Which regularity conditions should distribution function F and the respective score functions satisfy in each case so that a first-order asymptotic distributional representation holds? Specify the regularity conditions under which the above estimators are (pairwise) asymptotically first-order equivalent.
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here